Basic Time Series Analysis

Cost: $175

Basic Time Series Analysis is a three hour and 30 minutes (split into two sessions: 1 hr and 45 minutes) webinar covering the following topics*:

Date arithmetic and time series functions.
  • Date functions and date arithmetic.
  • Time series functions.
Time series graphs in EViews.
  • Basic graphs of single and multiple series.
  • Analytical Graphs (histogram, kernel density, theoretical distribution)
Basic time series statistical analysis.
  • Descriptive statistics and tests: A review.
  • Correlograms: Autocorrelation and partial correlation.
  • Data adjustment: Seasonal adjustments, frequency filters, and whitening.
Univariate time series: Unit Root tests, Variance Ratio tests and the BDS Independence Test.
  • Unit Root tests.
  • Variance Ratio tests.
  • BDS Independence tests.
Moving average and exponential smoothing.
  • Moving averages.
  • Exponential smoothing and Holt-Winters forecasts.
Basic Time Series Estimation.
  • Simple time-series regressions: Static/dynamic models, FDLs, PDLs, trends and seasonality.
  • A quick introduction to ARIMA estimation.
  • Equation output.

*Syllabus subject to change at any time.